This is a link to my "SIG Mosquito vs. Walther P22" thread:
http://www.canadiangunnutz.com/forum/showthread.php?t=132068
Lots of good pictures and info there, including how big the grip is in my hand (normal size hands, 6'3", 220 lbs.). The grip on the Mosquito is about the same size as a Glock 19 grip.
I like the gun. Some things to keep in mind:
Use the copper-plated CCI Mini-mags or Velocitors only. Don't buy this gun if you plan on using the regular cheap lead .22LR ammo. You will have too many problems.
Put the highest of the three front sites on. The middle sight (which will be on when you buy the gun) is too low and you have to dip the top of the front site below the top of the rear site for it to line up straight.
As an above poster said, use the weaker of the two springs it comes with (the longer one). The more rigid spring is supposed to be for high velocity rounds, but I wouldn't put that on unless I was up to the CCI Stinger level of high velocity - anything below that the gun works better with the other spring. The gun won't lock open after the last shot (at all) with the heavier spring using CCI Mini-mags.
The guns are being shipped with a whole bunch of white goo inside them, especially around the hammer and the decocker. Try and clean as much of that out of there as you can before using it.
The threaded barrel cap will loosen up as you shoot. I just took mine off. I think it looks better without it and it is a pain to keep tightening it. My understanding is that it only protects the threads from bangs against other objects. Firing the gun without the cap (or a suppresor) will not damage the threads - you'll just get a little powder residue on them. (Somebody correct me on that if I am wrong).